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Kamaleon, no they are not necessary. Try to buy your diesel fuel from places that sell large volumes so that it is fresh and hopefully will have less water in it. The cost effectiveness of diesel fuel additives is contraversial. Most people use Stanadyne or PowerService/Diesel Kleen (available at Walmart). Diesel Kleen gray bottle in summer and white bottle in winter, if you live in a cold climate. The white bottle contains anti-gelling agents, a problem with diesel fuel when it gets cold. Don't quote me, but I think below 20*F it's a problem.
I use 8 oz. of Diesel Kleen per tankful because I feel it helps keep the fuel system clean and helps lubricate the fuel injectors. Any mpg improvement is just a plus. In the articles/specs area under Diesels is an article titled "Fuel additive road test results" you can read for added info.
I use the Stanadyne and i love it. I notice a differance in the sound of the injectors with it. They are quieter because of the lubrication addatives. Worth every penny in my eyes!